glmnet
Lasso and elastic-net regularized generalized linear models
GPL-2
Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, poisson regression and the Cox model. Two recent additions are the multiresponse gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.
Versions
| Package | Version | Released |
|---|---|---|
| glmnet | 1.9-3 | 11 weeks 3 days ago |
| glmnet | 1.9-1 | 14 weeks 1 day ago |
| glmnet | 1.8-5 | 19 weeks 4 days ago |
| glmnet | 1.8-4 | 20 weeks 4 days ago |
| glmnet | 1.8-2 | 33 weeks 4 hours ago |
| glmnet | 1.8 | 45 weeks 6 days ago |
| glmnet | 1.7.4 | 1 year 3 weeks ago |
| glmnet | 1.7.3 | 1 year 13 weeks ago |
| glmnet | 1.7.1 | 1 year 34 weeks ago |
| glmnet | 1.7 | 1 year 48 weeks ago |
Reviews
So I am a tremendous fan of Professors Hastie, Tibshirani, and Friedman. They have defined the field for a long time now...
I am a big proponent of \ell_1 regularization as I tend to be...
(88 votes)
(56 votes)